The Tolerance Approach to Sensitivity Analysis of Matrix Coefficients in Linear Programming: General Perturbations
暂无分享,去创建一个
In the tolerance approach to sensitivity analysis of matrix coefficients in a linear programme, the maximum tolerance percentage characterizes the largest percentage within which selected matrix coefficients may vary simultaneously and independently while retaining the same set of optimal basic variables. While it is difficult to calculate exactly the maximum tolerance percentage under perturbations in multiple rows or columns, we show herein how it can be approximated.
[1] Richard E. Wendell,et al. Using bounds on the data in linear programming: The tolerance approach to sensitivity analysis , 1984, Math. Program..
[2] B. Noble. Applied Linear Algebra , 1969 .
[3] Thomas L. Saaty,et al. Coefficient Perturbation of a Constrained Extremum , 1959 .
[4] R. E. Wendell. The Tolerance Approach to Sensitivity Analysis in Linear Programming , 1985 .
[5] Richard Flavell,et al. An Approach to Sensitivity Analysis , 1975 .